I'm pretty sure you have a few options - you can download an old version of Steam and just not update, you can download the games for offline use and then copy

I'm pretty sure you have a few options - you can download an old version of Steam and just not update, you can download the games for offline use and then copy them to the VM, you can just download a crack for that game since any game old enough to not be usable on a new OS wouldn't have DRM, or you can pirate them (as you said). :)